Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49041.78 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41420.18 Kr¶

PnL: ---------------------------------------> -75.1 Kr¶

DD now: ---------------------------------> -7.678 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:13:06.978418'

Anic Portfolio¶

Today¶

Return: -0.53 %¶

This Week¶

Return: -0.53 %¶

Total portfolio value¶

Return including deposits: 60.55 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.560000 1675.980000 208.440000 14.200000 1467.540000
HEXPOL B 9 0.700000 1035.900000 18.000000 1.770000 1017.900000
JM 6 1.320000 873.600000 11.400000 1.320000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Byggmax Group 33 0.620000 960.300000 5.940000 0.620000 954.360000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
EQT 4 0.390000 832.800000 3.200000 0.390000 829.600000
AcadeMedia 8 0.400000 404.400000 3.200000 0.800000 401.200000
Atrium Ljungberg B 5 0.270000 935.500000 2.500000 0.270000 933.000000
Orrön Energy 180 -0.040000 2039.400000 1.800000 0.090000 2037.600000
Sagax B 4 0.090000 852.800000 0.800000 0.090000 852.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Hoist Finance 35 0.000000 978.250000 0.000000 0.000000 978.250000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Hexatronic Group 12 -0.600000 958.800000 -5.760000 -0.600000 964.560000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Addnode Group B 11 -0.960000 909.700000 -8.800000 -0.960000 918.500000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Nordic Waterproofing Holding 7 -1.450000 950.600000 -14.000000 -1.450000 964.600000
Latour B 4 -2.710000 832.000000 -23.200000 -2.710000 855.200000
Hexagon B 26 -0.750000 3425.500000 -26.000000 -0.750000 3451.500000
Indutrade 5 -2.350000 1186.000000 -28.500000 -2.350000 1214.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Bufab 3 -3.090000 1072.200000 -34.200000 -3.090000 1106.400000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
BHG Group 97 -3.060000 1411.350000 -43.650000 -3.000000 1455.000000
Vitec Software Group B 2 -5.350000 1026.000000 -58.000000 -5.350000 1084.000000
TOTAL 41420.180000 -75.100000 -7.67798% 41495.280000

Updated:¶

'2023-07-03 10:13:23.604940'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶